File: 1. Result 0302_Sample.csv

• Sample size: 960 assets

• Asset Breakdown ('boundary': fixed in the sample; high volatility/return, more comparable with cryptos):

  • Bond_HY: 255 (45 points are on the 'boundary', with volatility >= 0.04 and return >= 0.001)
  • Bond_IG: 258 (8 points are on the 'boundary', with volatility >= 0.04 and return >= 0.001)
  • Equity: 242 (30 points are on the 'boundary', with volatility >= 0.04 and return >= 0.005)
  • Crypto: 30
  • Commodity: 22
  • Currency: 153 (can further reduce the number by removing 8 pegged USD currencies, which has 0 return & volatility)

• File Annotation:

  • Column F: Asset Descriptive Name
  • Column G: Features
    • "Reference Point": 5 important Assets to highlight (AAPL US Equity, 700 HK Equity, 6502 JT Equity, ZAR Curncy, CL1 Comdty)
    • "Median_Bond" & "Median_Equity": Median tickers in terms of Volatility for Bond and Equity class (88947EAQ3 corp, WAB UN Equity)
    • "1": crypto currency

File: 2. Trading Turnover and Marketcap (Crypto, Equity, FX)_0302.xlsx

• Turnover Crypto vs Stock 0302 tab: Comparison of Turnover for top 30 crypto, stock and currency
• Marketcap Crypto vs Stock 0302 tab: Comparison of Marketcap % (as of the total Marketcap for 30 crypto/30 stocks)

File: 3. Overview ICO & Tech IPO.xlsx

• Return (90 days) tab: Include Day 1, Day 30, Day 60 and Day 90 return (xx times than initial offer price)
• Return (60 days) tab: Include Day 1, Day 30, Day 60 return (the ICO names change slightly, due to some ICO only has more than 60-days but less than 90-days pricing data
• Selection Criteria for both Tech IPO & ICO:
  • Announced Date: Year 2017
  • Available Pricing Data Points: More than 90 days / 60 days
  • Offer size: all greater than 10M USD
• Data Source:
  • IPO: Bloomberg {IPO SU}
  • ICO: use the list from CoinDesk (https://www.coindesk.com/ico-tracker/) and with available 60, 90 days historical pricing information in (https://coinmarketcap.com)

File: 4. correlation_assetclass_0302.xlsx

• Calculated daily return from 20170901 and cross-asset correlation (Pearson Linear Correlation)
• Asset selection: include 30 cryptos, 10 Curncy , 10 Equity indexes, 9 bond indexes and 22 Comdty (89 assets in total)